Package com.opengamma.analytics.math.interpolation

Examples of com.opengamma.analytics.math.interpolation.BasisFunctionGenerator

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    ArgumentChecker.noNulls(bSlines, "null bSplines");
    _bSplines = bSlines;
  }

  public BasisSplineVolatilityTermStructureProvider(final double t1, final double t2, final int nKnots, final int degree) {
    final BasisFunctionGenerator gen = new BasisFunctionGenerator();
    _bSplines = gen.generateSet(t1, t2, nKnots, degree);
  }
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    }
  }

  @Test
  public void testPSplineFit2() {
    final BasisFunctionGenerator generator = new BasisFunctionGenerator();
    List<Function1D<Double, Double>> basisFuncs = generator.generateSet(0, 12, 100, 3);
    List<Function1D<Double, Double>> basisFuncsLog = generator.generateSet(-5, 3, 100, 3);

    final GeneralizedLeastSquare gls = new GeneralizedLeastSquare();

    final Interpolator1D interpolator = new CombinedInterpolatorExtrapolator(new DoubleQuadraticInterpolator1D(), new FlatExtrapolator1D());
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Related Classes of com.opengamma.analytics.math.interpolation.BasisFunctionGenerator

  • com.opengamma.analytics.financial.interestrate.capletstripping.BasisSplineVolatilityTermStructureProvider
  • com.opengamma.analytics.math.statistics.leastsquare.GeneralizedLeastSquareTest
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